Is anyone familiar with how to programmatically cancel a submitted order if it isn't filled in a certain time? By default, orders are canceled when the next bar is drawn, but I'm looking to cancel an order if it isn't filled in 30 seconds.
I presume we'd open the position with an isLiveUntilCancelled parameter, such as EnterLongLimit(), and leverage the Time property in the Order class, but I'm stuck after that. Any examples or help that anybody could point me to would be greatly appreciated.
Thank you!
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